+192.9%
XOM vs HUBB
+446.9%
-254.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.2% |
| 7D | +4.1% | -0.1% | +4.2% | +4.1% |
| 30D | +4.6% | -10.0% | +14.5% | +8.3% |
| 3M | +14.0% | -1.6% | +15.6% | +13.1% |
| 6M | +11.0% | -3.1% | +14.1% | +9.6% |
| YTD | +40.7% | +4.6% | +36.1% | +34.0% |
| 1Y | +52.3% | +3.3% | +49.0% | +44.8% |
| 3Y | +60.5% | +46.6% | +13.9% | +23.2% |
| 5Y | +266.4% | +158.7% | +107.7% | +97.1% |
| All | +192.9% | +446.9% | -254.0% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HUBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling